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Merge pull request #12 in EN/dxfeed-python-api from feature/EN-1215-pythonapi-add-documentation to master
* commit '8f2ac0894792bc41fdeb7b356d2082dbdc07b8c0': (43 commits) [EN-1215] package dropped from name [EN-1215] data_class docs added [EN-1215] current section in bold [EN-1215] anchors in custom listener added [EN-1215] sidebar modification [EN-1215] cython link edited [EN-1215] function highlighting [EN-1215] bottom padding added [EN-1215] external links support via custom js [EN-1215] blank line in the end [EN-1215] better way to hide sphinx in footer theme [EN-1215] alabaster clean theme [EN-1215] alabaster theme [EN-1215] footer invisible theme [EN-1215] base classic theme [EN-1215] corlab theme [EN-1215] minor edit [EN-1215] home page more text [EN-1215] redundant configs removed [EN-1215] cython highlighting ...
2 parents 8e2ee19 + 8f2ac08 commit 3215d30

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‎.gitignore

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build/*
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*.pyd
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_build*
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*__pycache__
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‎build.py

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from setuptools import setup, Extension, find_packages
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from setuptools.dist import Distribution
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from pathlib import Path
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import platform
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'dxfeed/dxfeed-c-api/src'],
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})
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def build_extensions():
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"""
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Function for building extensions inplace for docs and tests
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:return:
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"""
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build_params = {}
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build(build_params)
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dist = Distribution(attrs=build_params)
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build_clib_cmd = dist.get_command_obj('build_clib')
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build_clib_cmd.ensure_finalized()
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build_clib_cmd.run()
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build_ext_cmd = dist.get_command_obj('build_ext')
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build_ext_cmd.ensure_finalized()
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build_ext_cmd.inplace = 1
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build_ext_cmd.run()

‎docs/Makefile

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# Minimal makefile for Sphinx documentation
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#
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# You can set these variables from the command line.
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SPHINXOPTS =
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SPHINXBUILD = sphinx-build
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SOURCEDIR = .
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BUILDDIR = _build
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# Put it first so that "make" without argument is like "make help".
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help:
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@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
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.PHONY: help Makefile
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# Catch-all target: route all unknown targets to Sphinx using the new
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# "make mode" option. $(O) is meant as a shortcut for $(SPHINXOPTS).
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%: Makefile
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@cd ..; python -c 'from build import *; build_extensions()'
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@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
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python zipper.py
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@cd ..; find dxfeed/core/* -type f \( -name '*.c*' -or -name '*.pyd' \) -delete
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.PHONY: clean
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clean:
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rm -rf $(BUILDDIR)/*

‎docs/_static/custom.css

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.footer {
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display: none;
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}
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.body {
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margin-bottom: 50px;
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}
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.section > dl > dt {
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background-color: #DDE7F7;
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}
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.current.reference.internal {
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font-weight: bold;
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}

‎docs/_static/custom.js

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$(document).ready(function () {
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$('a[href^="http://"], a[href^="https://"]').not('a[class*=internal]').attr('target', '_blank');
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});

‎docs/api.rst

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.. _api:
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API Reference
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=============
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Core functions
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--------------
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.. automodule:: dxfeed.core.DXFeedPy
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:members:
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:inherited-members:
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Utils functions
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---------------
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.. automodule:: dxfeed.core.utils.helpers
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:members:
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:inherited-members:
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.. automodule:: dxfeed.core.utils.data_class
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:members:

‎docs/basic_usage.rst

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.. _basic_usage:
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Basic Usage
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===========
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All the functions in C API have similar ones in Python with the same name. Not all arguments are
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supported by now, this work is in progress.
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First of all you have to import the package:
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.. code-block:: python
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import dxfeed as dx
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Next, the connection to dxfeed server should be established:
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.. code-block:: python
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con = dx.dxf_create_connection(address='demo.dxfeed.com:7300')
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To get events of certain types the subscription with this type should be
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create. One connection may have several subscriptions.
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.. code-block:: python
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sub1 = dx.dxf_create_subscription(con, 'Trade')
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sub2 = dx.dxf_create_subscription(con, 'Quote')
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.. note::
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'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle', 'TradeETH', 'SpreadOrder',
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'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' event types are supported.
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Each subscription should be provided with tickers to get events for:
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.. code-block:: python
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dx.dxf_add_symbols(sub1, ['AAPL', 'MSFT'])
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dx.dxf_add_symbols(sub2, ['AAPL', 'C'])
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Special function called listener should be attached to the subscription to start receiving
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events. There are default listeners already implemented in dxpyfeed, but you
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can write your own with cython: :ref:`custom_listener`. To attach
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default listener just call `dxf_attach_listener`
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.. code-block:: python
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dx.dxf_attach_listener(sub1)
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dx.dxf_attach_listener(sub2)
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The data can be extracted with `get_data()` method. It is stored as dict with list of columns and list
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of events. Note that `get_data` extracts the data and then clean the field. To look at data call this property:
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.. code-block:: python
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sub1.get_data()
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sub2.get_data()
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The more convenient way to look at data is to convert it into pandas DataFrame.
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`to_dataframe` method of subscription class is responsible for that:
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.. code-block:: python
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sub1.to_dataframe()
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sub2.to_dataframe()
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To stop receiving events just detach the listener:
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.. code-block:: python
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dx.dxf_detach_listener(sub1)
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dx.dxf_detach_listener(sub2)
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When you are done with subscription you'd better close it:
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.. code-block:: python
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dx.dxf_close_subscription(sub1)
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dx.dxf_close_subscription(sub2)
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Same with connection:
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.. code-block:: python
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dx.dxf_close_connection(con)

‎docs/conf.py

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# -*- coding: utf-8 -*-
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import sys
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import toml
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from pathlib import Path
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from pygments.lexers.python import CythonLexer
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from sphinx.highlighting import lexers
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pyproject = toml.load(Path(__file__).parents[1].joinpath('pyproject.toml'))
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# -- Path setup --------------------------------------------------------------
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sys.path.append(Path(__file__).parents[1])
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# -- Project information -----------------------------------------------------
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project = pyproject['tool']['poetry']['name']
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copyright = '2019, dxfeed'
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author = 'dxfeed'
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# The short X.Y version
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version = pyproject['tool']['poetry']['version']
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# The full version, including alpha/beta/rc tags
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release = pyproject['tool']['poetry']['version']
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# -- General configuration ---------------------------------------------------
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# Add any Sphinx extension module names here, as strings.
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extensions = [
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'sphinx.ext.autodoc',
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'sphinx.ext.coverage',
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'sphinx.ext.napoleon', # numpy style docstrings
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'sphinx.ext.intersphinx'
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]
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# Add any paths that contain templates here, relative to this directory.
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templates_path = ['_templates']
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# The suffix(es) of source filenames.
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source_suffix = '.rst'
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# The master toctree document.
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master_doc = 'index'
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# The language for content autogenerated by Sphinx.
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language = 'en'
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# List of patterns, relative to source directory, that match files and
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# directories to ignore when looking for source files.
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exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
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# -- Options for HTML output -------------------------------------------------
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html_static_path = ['_static']
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html_css_files = ['custom.css']
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html_js_files = ['custom.js']
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# The theme to use for HTML and HTML Help pages.
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html_theme = 'alabaster'
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html_theme_options = {
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'body_max_width': '80%',
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'show_powered_by': False,
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'sidebar_collapse': True
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}
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# -- Options for HTMLHelp output ---------------------------------------------
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# Output file base name for HTML help builder.
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htmlhelp_basename = 'dxfeeddoc'
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# remove view source link
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html_show_sourcelink = False
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# highlight cython
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lexers['cython'] = CythonLexer()

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